Press CTRL+backspace to invoke the application switcher, click [X] to close it or tab an empty area to keep it running in the background. Use the "home" button on n8xx devices. Or, if you have an N900: Install Shortcutd and then you can press the camera button to get back to the dashboard.

Create an empty "database.ignore" file in that folder. Once this folder is there, all sub-folders will be ignored as well. A file "database.unignore"
does the opposite.

Example: place a "database.ignore" file in the root directory ("/") and a
"database.unignore" in /media/mmc1/Music. In this way, only files under
/media/mmc1/Music will be considered and everything else will be ignored.

[edit] How do I go to the main menu from the WPS (while playing screen)?

Tab the rockbox logo on the bottom left and click on the open folder icon in the context menu. From there navigate your way up to the main menu.